ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 26-Nov-2008

Day Change Summary
	Previous	Current
	25-Nov-2008	26-Nov-2008	Change	Change %	Previous Week
Open	117-157	118-147	0-310	0.8%	116-235
High	118-240	118-295	0-055	0.1%	118-245
Low	117-147	118-090	0-263	0.7%	116-175
Close	118-165	118-247	0-082	0.2%	118-150
Range	1-093	0-205	-0-208	-50.4%	2-070
ATR	0-289	0-283	-0-006	-2.1%	0-000
Volume	489,642	662,576	172,934	35.3%	1,819,446

Daily Pivots for day following 26-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-186	120-101	119-040
R3	119-301	119-216	118-303
R2	119-096	119-096	118-285
R1	119-011	119-011	118-266	119-054
PP	118-211	118-211	118-211	118-232
S1	118-126	118-126	118-228	118-168
S2	118-006	118-006	118-209
S3	117-121	117-241	118-191
S4	116-236	117-036	118-134

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-187	123-238	119-220
R3	122-117	121-168	119-025
R2	120-047	120-047	118-280
R1	119-098	119-098	118-215	119-232
PP	117-297	117-297	117-297	118-044
S1	117-028	117-028	118-085	117-162
S2	115-227	115-227	118-020
S3	113-157	114-278	117-275
S4	111-087	112-208	117-080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-295	117-115	1-180	1.3%	0-299	0.8%	90%	True	False	518,684
10	118-295	116-007	2-288	2.4%	0-261	0.7%	95%	True	False	410,268
20	118-295	113-017	5-278	4.9%	0-266	0.7%	97%	True	False	351,461
40	118-295	111-075	7-220	6.5%	0-292	0.8%	98%	True	False	400,034
60	118-295	111-062	7-233	6.5%	0-318	0.8%	98%	True	False	525,954
80	118-295	110-070	8-225	7.3%	0-280	0.7%	98%	True	False	440,195
100	118-295	109-050	9-245	8.2%	0-259	0.7%	98%	True	False	352,493

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-206
2.618	120-192
1.618	119-307
1.000	119-180
0.618	119-102
HIGH	118-295
0.618	118-217
0.500	118-192
0.382	118-168
LOW	118-090
0.618	117-283
1.000	117-205
1.618	117-078
2.618	116-193
4.250	115-179

Fisher Pivots for day following 26-Nov-2008
Pivot	1 day	3 day
R1	118-229	118-180
PP	118-211	118-112
S1	118-192	118-045

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These figures are updated between 7pm and 10pm EST after a trading day.

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